Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems(SpringerBriefs in Mathematics)

数学分析

售   价:
265.00
发货周期:国外库房发货,通常付款后3-5周到货!
作      者
出版时间
2020年06月30日
装      帧
ISBN
9783030483050
复制
页      码
130
开      本
23.4 x 15.6 x 0.8 cm
语      种
英文
版      次
2020
综合评分
暂无评分
我 要 买
- +
库存 30 本
  • 图书详情
  • 目次
  • 买家须知
  • 书评(0)
  • 权威书评(0)
图书简介
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
本书暂无推荐
本书暂无推荐
看了又看
  • 上一个
  • 下一个